Contamination of animal feed with mycotoxins still occurs very often, despite great efforts in preventing it. Animal feeds are contaminated, at low levels, with several mycotoxins, particularly with those produced by Aspergillus and Fusarium genera (Aflatoxin B1, Ochratoxin A, Zearalenone, Deoxynivalenol and Fumonisina B1). In animal feed, to date, only Aflatoxin B1 is limited through EU regulation. Consequently, mycotoxins cause serious disorders and diseases in farm animals. In 2009, the European Union (386/2009/EC) approved the use of mycotoxin-detoxifying agents, as feed additives, to prevent mycotoxicoses in farm animals. The present review gives an overview of the problem of multi-mycotoxin contamination of feed, and aims to classify mycotoxin adsorbing agents (minerals, organic, and synthetic) for feed decontamination, focusing on adsorbents with the ability to bind to multiple mycotoxins, which should have a more effective application in farms but they are still little studied in scientific literature.